+120.4%
XLK vs LVS
-7.9%
+128.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | +0.2% | -3.5% | +3.7% | +1.0% |
| 30D | -0.6% | -6.2% | +5.6% | +0.7% |
| 3M | +2.6% | -14.8% | +17.4% | +6.3% |
| 6M | +34.0% | -20.9% | +54.8% | +41.1% |
| YTD | +30.7% | -33.0% | +63.7% | +42.9% |
| 1Y | +39.2% | -20.0% | +59.2% | +44.7% |
| 3Y | +120.4% | -6.9% | +127.3% | +104.1% |
| All | +120.4% | -7.9% | +128.3% | +104.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded LVS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling